用REF进行特征选择,然后用XGBoost建模,请写出详细的R语言代码
时间: 2024-02-09 15:12:43 浏览: 115
基于XGBoost的特征选择算法
以下是使用REF进行特征选择,然后用XGBoost建模的R语言代码:
```R
# 加载必要的库
library(caret)
library(MLmetrics)
library(xgboost)
# 加载数据集
data <- read.csv("data.csv")
# 将数据集分为训练集和测试集
set.seed(123)
trainIndex <- createDataPartition(data$target, p = 0.7, list = FALSE)
train <- data[trainIndex,]
test <- data[-trainIndex,]
# 使用REF进行特征选择
ref <- rFSelector(train[,1:ncol(train)-1], train$target, algorithm = "ReliefF", k = 10)
selected_features <- ref$names[1:10]
# 使用XGBoost进行建模
xgb_train <- xgb.DMatrix(as.matrix(train[,selected_features]), label = train$target)
xgb_test <- xgb.DMatrix(as.matrix(test[,selected_features]), label = test$target)
params <- list(booster = "gbtree", objective = "binary:logistic", eta = 0.01, max_depth = 6, subsample = 0.8, colsample_bytree = 0.8)
xgb_model <- xgb.train(params, xgb_train, nrounds = 1000, early_stopping_rounds = 10, verbose = 0)
xgb_pred <- predict(xgb_model, xgb_test)
# 计算模型性能指标
accuracy <- accuracy(test$target, ifelse(xgb_pred > 0.5, 1, 0))
precision <- precision(test$target, ifelse(xgb_pred > 0.5, 1, 0))
recall <- recall(test$target, ifelse(xgb_pred > 0.5, 1, 0))
f1_score <- F1_Score(test$target, ifelse(xgb_pred > 0.5, 1, 0))
# 输出模型性能指标
cat("Accuracy:", accuracy, "\n")
cat("Precision:", precision, "\n")
cat("Recall:", recall, "\n")
cat("F1 Score:", f1_score, "\n")
```
上述代码中,数据集保存在`data.csv`文件中,`target`列为目标变量。首先将数据集分为训练集和测试集,然后使用`rFSelector`函数进行特征选择,选取重要性排名前10的特征。然后使用`xgb.train`函数进行XGBoost建模,最后计算模型性能指标并输出。需要注意的是,上述代码中的性能指标计算方法使用的是`MLmetrics`库中的函数,你也可以使用其他库提供的函数。
阅读全文